Australian locked in Westminster chamber

An Australian was among those who were locked inside Westminster Palace as an attack on the British parliament unfolded.

Catherine West, a British Labour MP who was born and raised in Sydney, first became aware something was wrong when Prime Minister Theresa May's four security guards "whisked her away" from the House of Commons chamber in what seemed a rather "heavy-handed way".

The attack late on Wednesday afternoon saw a car mount the footpath on the busy Westminster Bridge, before a man ran through Westminster's parliamentary gates and fatally stabbed a police officer.

The apparent attacker was shot dead by police, while two other people have died and 20 people are injured.

"I didn't hear anything, actually the only thing that was slightly unusual was when I saw the PM being whisked off like that but apart from that I didn't see anything," West told AAP.

"Slowly the news came through and we've just been let out now, five hours later." West told AAP.

West is Labour's Shadow Foreign Office Minister, and has been MP for Hornsey and Wood Green since May 2015.

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She said the mood in the chambers as MPs understood what was happening outside was sombre, and there was concern for staff throughout the sprawling government district.

"It's a tragic day for everyone," West said. "We need a period now of reflection."

Despite the attack she said she felt safe in the chamber and thought the security processes had worked well.

"It's already quite tight security and I think we need to have police analyse exactly what happened before any further suggestions are made," she said.

"This parliament does belong to the people and we can't have it in lockdown all the time. It's really important that in democracy people who are elected are available to their constituents but equally we do need to have safety and security."